Etsy is nicer and less expensive, but the downside is way less exposure. So your stuff could be up there for months.
I had listed a bunch of dolls a long while back, and I swear they were at incredible prices- but they never sold so eventually I just stuck them on ebay where they sold instantly.
Ebay is evil, but it seems that a LOT of people shop on it...
I think maybe it would be a good idea to set up an Esty shop, and then occasionally sell something popular/eyecatching on ebay, with links back to your shop, to attract attention...